+22.7%
GE vs TMF
-21.1%
+43.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -11.6% | -2.8% | -8.7% | -10.8% |
| 3M | +3.0% | -10.9% | +13.9% | +6.5% |
| 6M | -0.5% | -21.3% | +20.8% | +2.7% |
| YTD | +9.7% | -15.9% | +25.6% | +13.6% |
| All | +22.7% | -21.1% | +43.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling